"We have registered a case and are carrying out investigations," said Joint Commissioner of Police (Special Cell) Karnal Singh.
It was not clear whether the demand was connected with the tussle between Sunjay and Bollywood actor Karishma over the custody of their five-month-old daughter Samaira.
Sunjay had alleged that Karishma got issued a passport to their minor daughter without his consent by flouting all laws and that she was planning to leave for the US along with Samaira without taking him into confidence.
The Delhi High Court had passed an the interim order restraining Karishma from taking the child abroad.